| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1107688.7999 | 1009222.3261 | 98466.4738 | 4649276.7754 | 3165134.4253 | 1484142.3501 |
| Total P&L (%) | 1107.6888 | 1009.2223 | 98.4665 | 4649.2768 | 3165.1344 | 1484.1424 |
| Avg Daily Profit (%) | 0.6114 | 0.557 | 0.0543 | 0.2133 | 0.1926 | 0.1526 |
| Buy And Hold Return (%) | 503.2621 | 503.2621 | 503.2621 | 503.2621 | 503.2621 | 503.2621 |
| Max Trade Drawdown | -73546 | -72292 | -47301 | -7231004 | -3070853 | -4160151 |
| Profit Factor | 4.3743 | 6.5526 | 1.6721 | 1.3332 | 1.3964 | 1.2486 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
| Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
| Profitability (%) | 50 | 44.4444 | 55.5556 | 50 | 44.4444 | 55.5556 |
| Ratio Avg Win / Avg Loss | 4.3743 | 8.1908 | 1.3376 | 1.3332 | 1.7455 | 0.9989 |
| Largest Winning Trade | 521799 | 521799 | 53844 | 5837161 | 5837161 | 3300495 |
| Largest Losing Trade | -44964 | -34994 | -44964 | -3880258 | -3070853 | -3880258 |
| Avg Bars in Trades | 94 | 83 | 106 | 94 | 83 | 106 |
| Avg Bars in Winners | 125 | 125 | 124 | 125 | 125 | 124 |
| Avg Bars in Losers | 64 | 50 | 82 | 64 | 50 | 82 |
| Bars Traded | 6835 | 3014 | 3821 | 6835 | 3014 | 3821 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -70436 | 381669 | -283344 | -75339 | 256388 | 118712 |
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7247,
"evaluation_days": 1811.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605981600000,
"last_datapoint_time": 1757268000000,
"evaluation_time": 1757270770010,
"expiration_time": 1761964056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 2,
"offset": 241
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 192,
"offset": 0
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
1107688.7999497866,
1009222.3261126403,
98466.4738371465,
4649276.775428094,
3165134.4252988906,
1484142.3501292043
],
[
1107.6888,
1009.222326,
98.466474,
4649.276775,
3165.134425,
1484.14235
],
[
0.611392,
0.557043,
0.054349,
0.213313,
0.19259,
0.1526
],
[
503.262084,
503.262084,
503.262084,
503.262084,
503.262084,
503.262084
],
[
-73546,
-72292,
-47301,
-7231004,
-3070853,
-4160151
],
[
4.374322,
6.55264,
1.672059,
1.333182,
1.396378,
1.248641
],
[
72,
36,
36,
72,
36,
36
],
[
36,
16,
20,
36,
16,
20
],
[
36,
20,
16,
36,
20,
16
],
[
50,
44.444444,
55.555556,
50,
44.444444,
55.555556
],
[
4.374322,
8.1908,
1.337647,
1.333182,
1.745472,
0.998913
],
[
521799,
521799,
53844,
5837161,
5837161,
3300495
],
[
-44964,
-34994,
-44964,
-3880258,
-3070853,
-3880258
],
[
94,
83,
106,
94,
83,
106
],
[
125,
125,
124,
125,
125,
124
],
[
64,
50,
82,
64,
50,
82
],
[
6835,
3014,
3821,
6835,
3014,
3821
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-70436,
381669,
-283344,
-75339,
256388,
118712
]
]
}
{
"trading_pair": "AVAX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7247,
"evaluation_days": 1811.75,
"actual_first_datapoint_time": 1600754400000,
"first_datapoint_time": 1605981600000,
"last_datapoint_time": 1757268000000,
"evaluation_time": 1757270770010,
"expiration_time": 1761964056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 2,
"offset": 241
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 192,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|